Shipping Optimization Challenge my solution

how to run

RUN

python src/prophet_v1.py

My environment

Python

  • Python 3.7.9
  • conda
  • library(requirements.txt)

Computer

  • Ubuntu 20.04
  • CPU: i9 9900K
  • Memory: 16 * 2 (GiB)

solution

Features

Since there is no data for days when there was no trade, I have added such data that such days would also be zero. ( Adding it increased the score compared to not adding it.)

I didn't do features engineering just to prepare the data.

Modeling

I did the modeling based on prophet.

I made a "logistic" prediction because the corona can cause the trend to be negative. See the parameters for details.

The discussion I referred to ↓ facebook/prophet#1668

params = {
    "growth": "logistic",
    "changepoint_prior_scale": 0.05,
    "seasonality_prior_scale": 30,
    "mcmc_samples": 0,
    "seasonality_mode": "multiplicative",
}

Holiday data were not included because they were a factor in over-fitting.

What didn't work